Solution
ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2021/5/b/ii/solution
Past exam of the short options course of the University of Oxford 2021 5 b ii Solution by
Codex 0 2026-10-25
Use the causal convolution . The convolution theorem for Laplace transforms and (i) giveSince , uniqueness of the Laplace transform yieldsAt the right side is , agreeing with the empty convolution integral. Identification of as a Bessel function is unnecessary.
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